krigingLikelihood: Calculate negative log-likelihood

In SPOT: Sequential Parameter Optimization Toolbox

Calculate negative log-likelihood

Description

Used to determine theta/lambda values for the Kriging model in buildKriging. Supportive function for Kriging model, not to be used directly.

Usage

krigingLikelihood(
  x,
  AX,
  Ay,
  optimizeP = FALSE,
  useLambda = TRUE,
  penval = 1e+08
)

Arguments

x	vector, containing parameters log10(theta), log10(lambda) and p.
AX	3 dimensional array, constructed by buildKriging from the sample locations
Ay	vector of observations at sample locations
optimizeP	boolean, whether to optimize parameter p (exponents) or fix at two.
useLambda	boolean, whether to use nugget
penval	a penalty value which affects the value returned for invalid correlation matrices / configurations

Value

list with elements
NegLnLike concentrated log-likelihood *-1 for minimising
Psi correlation matrix
Psinv inverse of correlation matrix (to save computation time during prediction)
mu
ssq

See Also

buildKriging

SPOT documentation built on June 26, 2022, 1:06 a.m.